SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Statistical Methods for Multivariate Extremes: An Application to Structural Design
6 references·16 citing·34 second hop
Statistical Methods for Multivariate Extremes: An Application to Structural Design (1994)Statistical Methods for Multivariate Extr…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Bivariate Extreme Value Theory: Models and Estimation (1988)Bivariate Extreme Value Theor…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…A review of quantification methodologies for multi-hazard interrelationships (2019)A review of quantification me…On spatial extremes: With application to a rainfall problem (2015)On spatial extremes: With app…Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model (2012)Estimation of the conditional…Spatial modeling of extreme snow depth (2011)Spatial modeling of extreme s…Rank-based inference for bivariate extreme-value copulas (2009)Rank-based inference for biva…Rank-based inference for bivariate extreme-value copulas (2008)Rank-based inference for biva…On spatial extremes: With application to a rainfall problem (2008)On spatial extremes: With app…Limit laws for random vectors with an extreme component (2007)Limit laws for random vectors…Limit Laws for Random Vectors with an Extreme Component (2005)Limit Laws for Random Vectors…Bivariate Distributions with Given Extreme Value Attractor (2000)Bivariate Distributions with …A Directory of Coefficients of Tail Dependence (2000)A Directory of Coefficients o…A Comparison of Methods for Estimating the Extremal Index (2000)A Comparison of Methods for E…Sea and Wind: Multivariate Extremes at Work (1998)Sea and Wind: Multivariate Ex…Concomitant tail behaviour for extremes (1998)Concomitant tail behaviour fo…Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function (1998)Best Attainable Rates of Conv…Modelling Extremes of the Areal Rainfall Process (1996)Modelling Extremes of the Are…A Moment Estimator for the Index of an Extreme-Value Distribution (1989)Statistics for near independence in multivariate extreme values (1996)Asset Market Linkages in Crisis Periods (2004)Models for Exceedances Over High Thresholds (1990)An Introduction to Statistical Modeling of Extreme Values (2001)Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Hierarchical Modeling and Analysis for Spatial Data (2014)Extremes on river networks (2015)Advances in statistical modeling of spatial extremes (2020)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Modelling Dependence within Joint Tail Regions (1997)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Copulas for Finance - A Reading Guide and Some Applications (2007)Correlation and Simple Linear Regression (2003)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation (2012)A multi-hazard framework for spatial-temporal impact analysis (2022)The challenges of dynamic vulnerability and how to assess it (2022)Toward a framework for systemic multi-hazard and multi-risk assessment and management (2023)Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Statistics for Spatial Data (1993)Hierarchical modeling for extreme values observed over space and time (2008)Extreme values of independent stochastic processes (1977)Extremal Theory for Stochastic Processes (1988)A dependence measure for multivariate and spatial extreme values: Properties and inference (2003)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)From value at risk to stress testing: The extreme value approach (2000)How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices (2006)Models for Stationary Max-Stable Random Fields (2002)Stationary max-stable fields associated to negative definite functions (2009)Likelihood-Based Inference for Max-Stable Processes (2010)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1990The Asymptotic Theory of Extreme Order Statistics1,830 cited
  • 1988Bivariate Extreme Value Theory: Models and Estimation569 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1984A Spectral Representation for Max-stable Processes521 cited
  • 1977Limit theory for multivariate sample extremes360 cited

Cited by

  • 2019A review of quantification methodologies for multi-hazard interrelationships363 cited
  • 1998Sea and Wind: Multivariate Extremes at Work219 cited
  • 2011Spatial modeling of extreme snow depth181 cited
  • 1996Modelling Extremes of the Areal Rainfall Process181 cited
  • 2015On spatial extremes: With application to a rainfall problem161 cited
  • 2000Bivariate Distributions with Given Extreme Value Attractor159 cited
  • 2008On spatial extremes: With application to a rainfall problem144 cited
  • 2000A Directory of Coefficients of Tail Dependence144 cited
  • 2005Limit Laws for Random Vectors with an Extreme Component116 cited
  • 1998

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function
116 cited
  • 2007Limit laws for random vectors with an extreme component114 cited
  • 2012Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model112 cited
  • 1998Concomitant tail behaviour for extremes110 cited
  • 2008Rank-based inference for bivariate extreme-value copulas108 cited
  • 2009Rank-based inference for bivariate extreme-value copulas104 cited
  • 2000A Comparison of Methods for Estimating the Extremal Index92 cited